Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-01 00:00:00+00:00 0.558232 0.625488 0.700961 0.792598 0.901761 1.028795 1.189535
2024-12-08 00:00:00+00:00 0.462299 0.541802 0.636964 0.761096 0.921553 1.126072 1.413507
2024-12-15 00:00:00+00:00 0.417215 0.507053 0.620445 0.777691 0.996249 1.299439 1.771930
2024-12-22 00:00:00+00:00 0.389092 0.487903 0.618547 0.810002 1.094811 1.523996 2.268208
2024-12-29 00:00:00+00:00 0.360819 0.464117 0.606024 0.823950 1.168004 1.727113 2.801682
2025-01-05 00:00:00+00:00 0.336230 0.441981 0.592136 0.832458 1.232947 1.931811 3.419812
2025-01-12 00:00:00+00:00 0.311944 0.417394 0.571256 0.826229 1.271440 2.099385 4.040453
2025-01-19 00:00:00+00:00 0.284205 0.385063 0.535099 0.790053 1.250805 2.149975 4.425140
2025-01-26 00:00:00+00:00 0.270421 0.372117 0.527102 0.798991 1.312707 2.381703 5.390316
2025-02-02 00:00:00+00:00 0.258648 0.361072 0.520735 0.809428 1.378977 2.642926 6.625097
2025-02-09 00:00:00+00:00 0.244663 0.345405 0.505258 0.801349 1.406372 2.823373 7.755972
2025-02-16 00:00:00+00:00 0.234404 0.334793 0.497063 0.805383 1.459647 3.086121 9.448082
2025-02-23 00:00:00+00:00 0.217493 0.312800 0.468571 0.769138 1.421928 3.106797 10.225376
2025-03-02 00:00:00+00:00 0.202877 0.293658 0.443571 0.737042 1.388598 3.132351 11.092785
2025-03-09 00:00:00+00:00 0.196996 0.288467 0.442367 0.751723 1.467254 3.519515 14.480078
2025-03-16 00:00:00+00:00 0.193830 0.287502 0.448430 0.781761 1.590217 4.110563 20.667060
2025-03-23 00:00:00+00:00 0.188432 0.282350 0.446407 0.794548 1.672643 4.612911 28.121375
2025-03-30 00:00:00+00:00 0.182778 0.276376 0.442330 0.802331 1.743862 5.120127 38.369022
2025-04-06 00:00:00+00:00 0.175838 0.267733 0.432546 0.796227 1.774957 5.485705 49.540670
2025-04-13 00:00:00+00:00 0.166033 0.253540 0.411238 0.761740 1.716578 5.425640 53.469434
2025-04-20 00:00:00+00:00 0.161871 0.249172 0.408609 0.770167 1.789584 6.036630 78.428402
2025-04-27 00:00:00+00:00 0.158123 0.245327 0.406694 0.780041 1.870096 6.758522 123.211555
2025-05-04 00:00:00+00:00 0.152754 0.238259 0.397897 0.772340 1.892378 7.187029 173.633724